Strategy description

Description:

This strategy is a bidirectional trend-following system designed for the BTCUSDT pair on the COINDCX exchange, operating on a 10-minute timeframe using the Supertrend indicator (10, 3).

The strategy consists of two distinct sets:

Set 1: Long Reversal (Buy on Upward Breakout)

• Entry Condition:

  The price crosses above the Supertrend:

  • Latest candle close (-1) is greater than Supertrend (-1)

  • Previous candle close (-2) was below Supertrend (-2)
    
    

• Exit Condition:

  A reversal where:

  • Latest close (-1) is below Supertrend (-1)

  • Previous close (-2) was above Supertrend (-2)

This indicates a bullish breakout, entering a long position and exiting when momentum weakens.

Set 2: Short Reversal (Sell on Downward Breakdown)

• Entry Condition:

  The price crosses below the Supertrend:

  • Latest candle close (-1) is less than Supertrend (-1)

  • Previous candle close (-2) was above Supertrend (-2)
    
    

• Exit Condition:

  A reversal where:

  • Latest close (-1) is above Supertrend (-1)

  • Previous close (-2) was below Supertrend (-2)

This captures bearish reversals, entering short positions and exiting on upward reversals.

Execution Logic:

• Instrument: CDCX-BTCUSDT

• Expiry: Placeholder (2099-12-31) used for perpetual/spot-like behavior

• Quantity: Controlled dynamically via tt_lots(10,'INSTRUMENT','F')

• Entry/Exit: Driven entirely by Supertrend crossover conditions using a two-candle lookback.